ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 23-Jun-2011

Day Change Summary
	Previous	Current
	22-Jun-2011	23-Jun-2011	Change	Change %	Previous Week
Open	123-205	123-255	0-050	0.1%	123-175
High	124-045	124-185	0-140	0.4%	124-160
Low	123-165	123-235	0-070	0.2%	122-145
Close	123-210	124-110	0-220	0.6%	123-290
Range	0-200	0-270	0-070	35.0%	2-015
ATR	0-218	0-223	0-006	2.5%	0-000
Volume	1,145,456	1,585,555	440,099	38.4%	7,222,253

Daily Pivots for day following 23-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-240	126-125	124-258
R3	125-290	125-175	124-184
R2	125-020	125-020	124-160
R1	124-225	124-225	124-135	124-282
PP	124-070	124-070	124-070	124-099
S1	123-275	123-275	124-085	124-012
S2	123-120	123-120	124-060
S3	122-170	123-005	124-036
S4	121-220	122-055	123-282

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-243	128-282	125-010
R3	127-228	126-267	124-150
R2	125-213	125-213	124-090
R1	124-252	124-252	124-030	125-072
PP	123-198	123-198	123-198	123-269
S1	122-237	122-237	123-230	123-058
S2	121-183	121-183	123-170
S3	119-168	120-222	123-110
S4	117-153	118-207	122-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-185	123-165	1-020	0.9%	0-199	0.5%	78%	True	False	1,170,466
10	124-185	122-145	2-040	1.7%	0-242	0.6%	89%	True	False	1,304,684
20	124-185	121-170	3-015	2.5%	0-237	0.6%	92%	True	False	1,264,684
40	124-185	119-050	5-135	4.4%	0-202	0.5%	96%	True	False	656,580
60	124-185	116-020	8-165	6.8%	0-181	0.5%	97%	True	False	437,945
80	124-185	116-020	8-165	6.8%	0-146	0.4%	97%	True	False	328,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-052
2.618	126-252
1.618	125-302
1.000	125-135
0.618	125-032
HIGH	124-185
0.618	124-082
0.500	124-050
0.382	124-018
LOW	123-235
0.618	123-068
1.000	122-285
1.618	122-118
2.618	121-168
4.250	120-048

Fisher Pivots for day following 23-Jun-2011
Pivot	1 day	3 day
R1	124-090	124-078
PP	124-070	124-047
S1	124-050	124-015

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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